← Back to Screener
updated 8:33:58 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−2.21%
3d Period Avg+1.25%
LONG Variational · now
−37.89%
3d avg:−7.06%
SHORT MEXC · nowSKHYSTOCK_USDT
−40.10%
3d avg:−5.81%
Entry Spread Now
+0.064%
In your favorL 171.7105 · S 171.8200+$6.38 if it converges
24h range −0.33%…+1.00% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$5.39
−0.05%
$Avg Daily PnL
+$0.19
+0.0019%
★Best Day
+$0.57
Aug 17
◎Open Interest
Variational$5.50M
MEXC$9.61M⚡Funding APR
+0.70%
annualized · funding only
⚠Execution Cost
−$5.96
entry + exit fees
⏱Payback
1.0mo
to break even
◧24h Volume
Variational$8.64MMEXC$101.50MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$5.96 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.